A-Share Screen Using RSI, Order-Flow Ratio, and Metaverse Exposure

Summary

This document outlines an A-share selection rule combining RSI below 65, an external-to-internal trading volume ratio above 1.3, and association with the metaverse theme. The intended logic is to use RSI as a technical condition, the volume ratio as a measure of buying versus selling activity, and thematic classification to focus on companies linked to a potential industry trend. It includes illustrative Python-style steps for retrieving market data and checking these conditions, while noting that the screen cannot be expressed in the cited indicator formula system.

The post provides no backtest or return evidence, and its theme identification method is only sketched through company-name matching. It flags uncertainty around the definition and realization of the metaverse, along with policy and technology risks. It recommends combining technical and fundamental analysis, setting exit levels, diversifying, and updating the rules as conditions change. The article does not establish that the selected signals have predictive value or specify a portfolio or execution method.

Key ideas

• The screen requires RSI below 65, an external-to-internal volume ratio above 1.3, and metaverse-related company exposure.
• RSI and the volume ratio serve as technical and trading-activity filters.
• The proposed thematic classification is illustrative and may not reliably identify relevant companies.
• The article provides no performance evidence and highlights uncertainty in the theme and its risks.
• It suggests adding fundamental analysis, exit rules, diversification, and periodic review.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.